+601.0%
AXTI vs EL
-69.5%
+670.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -5.4% |
| 7D | +15.1% | -4.4% | +19.5% | +16.7% |
| 30D | -12.3% | +10.3% | -22.6% | -15.8% |
| 3M | -24.1% | +13.4% | -37.5% | -27.9% |
| 6M | +46.0% | +3.1% | +43.0% | +40.9% |
| YTD | +295.7% | -6.9% | +302.6% | +284.0% |
| 1Y | +1,825.6% | +11.9% | +1,813.7% | +1,627.3% |
| 3Y | +2,630.0% | -33.8% | +2,663.8% | +2,776.9% |
| 5Y | +601.0% | -69.0% | +669.9% | +1,024.3% |
| All | +601.0% | -69.5% | +670.4% | +1,024.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling